EHN: `df.to_latex(escape=True)` also escape index names #22975

Job	Run time
Linux-32-bit	17m 54s
Linux-Musl	16m 24s
Pyodide build	24m 12s
python-dev (macOS-13)	19m 15s
python-dev (macOS-14)	11m 4s
python-dev (ubuntu-22.04)	21m 21s
python-dev (windows-latest)	23m 26s
python-freethreading	22m 2s
macos-13 actions-310.yaml	55m 22s
macos-13 actions-311.yaml	47m 36s
macos-13 actions-312.yaml	49m 32s
macos-14 actions-310.yaml	20m 9s
macos-14 actions-311.yaml	19m 11s
macos-14 actions-312.yaml	19m 42s
windows-latest actions-311.yaml	1h 4m 45s
windows-latest actions-312.yaml	1h 14m 52s
windows-latest actions-310.yaml	1h 10m 59s
Minimum Versions	23m 55s
Future infer strings (without pyarrow)	1h 6m 55s
Locale: zh_CN	52m 39s
Locale: it_IT	51m 45s
Downstream Compat	6m 29s
Numpy Dev	17m 12s
Pyarrow Nightly	20m 38s
Future infer strings	1h 13m 1s
Pypy	1m 31s
ubuntu-22.04 actions-310.yaml	1h 15m 55s
ubuntu-22.04 actions-311.yaml	1h 10m 16s
ubuntu-22.04 actions-312.yaml	1h 11m 51s
ubuntu-24.04-arm actions-311.yaml	49m 22s
ubuntu-24.04-arm actions-312.yaml	48m 6s
ubuntu-24.04-arm actions-310.yaml	50m 34s
	20h 57m 55s

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